CME British Pound Future March 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 1.2174 1.2064 -0.0110 -0.9% 1.2272
High 1.2248 1.2431 0.0183 1.5% 1.2331
Low 1.2135 1.2001 -0.0134 -1.1% 1.2052
Close 1.2200 1.2411 0.0211 1.7% 1.2200
Range 0.0113 0.0430 0.0317 280.5% 0.0279
ATR 0.0132 0.0154 0.0021 16.0% 0.0000
Volume 108,994 335,663 226,669 208.0% 649,237
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3571 1.3421 1.2648
R3 1.3141 1.2991 1.2529
R2 1.2711 1.2711 1.2490
R1 1.2561 1.2561 1.2450 1.2636
PP 1.2281 1.2281 1.2281 1.2319
S1 1.2131 1.2131 1.2372 1.2206
S2 1.1851 1.1851 1.2332
S3 1.1421 1.1701 1.2293
S4 1.0991 1.1271 1.2175
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.3031 1.2895 1.2353
R3 1.2752 1.2616 1.2277
R2 1.2473 1.2473 1.2251
R1 1.2337 1.2337 1.2226 1.2266
PP 1.2194 1.2194 1.2194 1.2159
S1 1.2058 1.2058 1.2174 1.1987
S2 1.1915 1.1915 1.2149
S3 1.1636 1.1779 1.2123
S4 1.1357 1.1500 1.2047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2431 1.2001 0.0430 3.5% 0.0206 1.7% 95% True True 170,694
10 1.2450 1.2001 0.0449 3.6% 0.0175 1.4% 91% False True 145,596
20 1.2538 1.2001 0.0537 4.3% 0.0136 1.1% 76% False True 110,371
40 1.2805 1.2001 0.0804 6.5% 0.0134 1.1% 51% False True 63,244
60 1.2805 1.2001 0.0804 6.5% 0.0130 1.0% 51% False True 42,406
80 1.3165 1.2001 0.1164 9.4% 0.0132 1.1% 35% False True 31,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1.4259
2.618 1.3557
1.618 1.3127
1.000 1.2861
0.618 1.2697
HIGH 1.2431
0.618 1.2267
0.500 1.2216
0.382 1.2165
LOW 1.2001
0.618 1.1735
1.000 1.1571
1.618 1.1305
2.618 1.0875
4.250 1.0174
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 1.2346 1.2346
PP 1.2281 1.2281
S1 1.2216 1.2216

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These figures are updated between 7pm and 10pm EST after a trading day.

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